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A reduced stochastic model of core surface dynamics based on geodynamo simulations
Nicolas Gillet, Loic Huder, Julien Aubert
To cite this version:
Nicolas Gillet, Loic Huder, Julien Aubert. A reduced stochastic model of core surface dynamics based
on geodynamo simulations. Geophysical Journal International, Oxford University Press (OUP), In
press, �10.1093/gji/ggz313�. �hal-02191420�
A reduced stochastic model of core surface dynamics based on geodynamo simulations
Nicolas Gillet ∗,1 , Loic Huder 1 , and Julien Aubert 2
1 Univ. Grenoble Alpes, Univ. Savoie Mont Blanc, CNRS, IRD,IFSTTAR, ISTerre, 38000 Grenoble, France.
2 Institut de Physique du Globe de Paris, Sorbonne Paris Cit´e, Univ. Paris Diderot, CNRS, 1 rue Jussieu, F-75005 Paris, France.
Geophysical Journal International; Accepted 2019 July 9. Received 2019 June 20; in original form 2019 March 19
Abstract
We make use of recent geodynamo simulations to propose a reduced stochastic model of the dynamics at the surface of Earth’s core. On decadal and longer periods, this model replicates the most energetic eigen directions of the geodynamo computation. Towards shorter time-scales, it proposes a compensation for weaknesses of these simulations. This model furthermore accounts for the signature, in the geomagnetic secular variation, of errors of representativeness associated with unresolved processes. We incorporate the reduced stochastic model into a geomagnetic data assimilation algorithm – an augmented state ensemble Kalman filter – and apply it to re-analyze mag- netic field changes over the period 1880–2015. Errors of representativeness appear to be responsible for an important fraction of the observed changes in the secular variation, as it is the case in the dynamo simulation.
Recovered core surface motions are primarily symmetric with respect to the equator. We observe the persistence of the eccentric westward gyre over the whole studied era, and vortices that partly follow isocontours of the radial magnetic field at the core surface. Our flow models provide a good fit to decadal changes in the length-of-day, and predict its interannual variations over 1940–2005. The largest core flow acceleration patterns are found in an equatorial belt below 10
◦in latitude, and are associated with non-axisymmetric features. No systematic longitudinal drift of acceleration patterns is found, even over the past decades where satellite data are avail- able. The acceleration of the high latitude westward jet in the Pacific hemi- sphere is, during the satellite era, a factor 5 smaller than previously reported, and its structure shows some evidence for equatorial asymmetry. The era
∗
Corresponding author: [email protected]
of continuous satellite records provides enhanced contrast on the rapid core flow variations. The proposed assimilation algorithm offers the prospect of evaluating Earth-likeness of geodynamo simulations.
Keywords— GENERAL SUBJECTS: Core; GEOMAGNETSISM and ELECTRO- MAGNETISM: rapid time variations; GEOMAGNETSISM and ELECTROMAGNETISM:
Dynamo: theories and simulations; GEOPHYSICAL METHODS: probabilistic forecast- ing; GEODESY and GRAVITY: Earth rotation variations.
1 Introduction
Thanks to recent advances in numerical computations, geodynamo models do not only pro- duce Earth-like pictures of the static magnetic field, but also capture some of the physics responsible for interannual to decadal changes. For instance, torsional waves propagating outward, as seen with geophysical observations [Gillet et al., 2010], become ubiquitous in simulations [Wicht and Christensen, 2010, Teed et al., 2014, Schaeffer et al., 2017, Aubert, 2018]. At decadal periods, frequency spectra S(f ) for the main field (MF) Gauss coeffi- cients at the core surface in the most up-to-date computations present a spectral behaviour with frequency f that decays like S(f ) ∝ f
−p, with a spectral index p ≈ 4 [Bouligand et al., 2016, Aubert, 2018]. This is in agreement with spectra obtained from observa- tory geomagnetic data [Lesur et al., 2018]. Such a behaviour is characteristic of magnetic field evolution functions that are differentiable only once in time, and that present abrupt changes in the trend of their time derivative [Gillet et al., 2013]. The best-known illus- tration of such processes in the physical space is the occurrence of geomagnetic jerks in ground-based series [e.g. Mandea et al., 2010].
Several possible physical explanations to the observed interannual magnetic field changes have been proposed, although with no definitive evidence. They may be the consequence of short period waves supported by locally strong magnetic fields and fast rotation, as wit- nessed by Aubert [2018] in numerical simulations. Another possibility is the presence of waves in a stratified layer at the top of the core, as advocated for by Chulliat et al. [2015].
We should nevertheless keep in mind that our perception of rapid changes is blurred, asso- ciated with the intrinsic limitations of the ill-posed geomagnetic inverse problem: towards small length-scales, only long period SV variations are accessible. As a consequence, resolved interannual SV fluctuations may simply reflect the spectral index p ' 4 of the magnetic field [see Gillet, 2019]. In such a case, relating this particular behavior to the rotating magneto-hydro-dynamics (MHD) turbulence remains to be understood [see the discussion of the dynamics as a function of periods and length-scales by Nataf and Schaef- fer, 2015]. To answer these questions, an interplay between geophysical observations and dynamical models is needed.
Data assimilation algorithms based on primitive (momentum, induction and heat) equa-
tions are possibly suited to re-analyse geomagnetic changes over long periods [Fournier
et al., 2013, Sanchez, 2016]. Still, the Alfv´en propagation speed remains too slow relative
to the convective overturn velocity in computations, hindering a complete access to fast
processes [Aubert, 2018]: indeed, the unrealistically low ratio of magnetic to kinetic en-
ergy found in simulations shifts the characteristic time-scale of Alfv´en waves towards long
periods [e.g. Schaeffer et al., 2017]. As a consequence, data assimilation tools that drive
geodynamo models are currently unable to ingest rapid interannual changes such as those
found with the past two decades of satellite records [Chulliat and Maus, 2014, Finlay et al.,
2016b].
Alternative forward dynamical equations must then be sought. This is the purpose of quasi-geostrophic (QG) models that describe, in the equatorial plane, a coupled dynamics for the flow and quadratic quantities of the magnetic field [see Jault and Finlay, 2015].
By considering a two-dimensional core state, these have the advantage of significantly reducing the size of the unknown state vector (initially composed of the three-dimensional velocity, magnetic and codensity fields), in this severely ill-posed inverse problem. Such reduced deterministic models are currently under development [e.g. Maffei and Jackson, 2017] but have not yet reached an operational state.
We consider here an alternative route where we estimate, from geodynamo time series, the parameters of a reduced stochastic model of the core surface dynamics. Inference of core motion using spatial norms derived from geodynamo simulations has been introduced and iteratively refined in the recent years [Fournier et al., 2011, 2015, Aubert, 2013, 2014, 2015] but has been so far limited to the retrieval of snapshots in time that are decorrelated from each other. On the other hand, the introduction of a stochastic temporal description of core flows [Gillet et al., 2015b] proposes a framework to handle temporal correlations.
In our previous work [Barrois et al., 2017, from now on referred to as BGA17] we have initiated an approach where the strengths of the spatial and temporal aspects are combined.
BGA17 represent the electro-motive force (e.m.f.) involving unresolved magnetic and ve- locity fields (the so-called errors of representativeness) by means of an augmented state approach [e.g. Evensen, 2003]. They time-step the evolutions of both errors of representa- tiveness and core surface motions using an order one auto-regressive (AR-1) process. We extend in the present study this approach by also considering statistics on flow increments between two epochs. This leads to two major changes in comparison with BGA17:
(i) the eigenmodes of the AR-1 processes are no longer the spherical harmonic ba- sis functions but a linear combination of these, which is based on the geodynamo physics.
(ii) each eigenmode will be associated to a distinct time-scale. The need for a coex- istence of short- and long-lived patterns to model the core surface evolution has indeed been recently put forward by Baerenzung et al. [2018].
We wish this way to avoid a model trajectory that relaxes too quickly towards an unlikely
‘most probable’ state (as occurred in BGA17 where the model relaxed to the geodynamo time average).
The possibility of considering time cross-covariances is offered by the outputs of ad- vanced numerical dynamo simulations. Here, statistics are derived from the ‘Mid-Path’
dynamo [Aubert et al., 2017]. This simulation is run at high rotation rate, using hyper- diffusivity on the codensity and velocity fields at spherical harmonic degrees n ≥ 30.
This process allows it to preserve an Earth-like large-scale magnetic field geometry and to recover decadal field changes, while pushing parameters towards geophysical values [Ek- man number E = 10
−8, magnetic Prandtl number P
m= 0.045, see Aubert, 2018]. For comparison, the ‘Coupled-Earth’ dynamo [Aubert et al., 2013] used in BGA17 was run at E = 3 × 10
−5and P
m= 2.5, preventing any use of time-correlations at decadal periods in an operational framework.
The manuscript is organised as follow. In §2.1 we first illustrate the behaviour, in
the Mid-Path dynamo, of the SV sources at large length scales. We next derive in §2.2
our stochastic forward model for the core surface dynamics, while the algorithm used to
solve the inverse problem is detailed in §2.3. In §3 we apply our tool to geophysical Gauss
coefficient data from the COV-OBS.x1 model [Gillet et al., 2015b] over the period 1880-
2015. We present an analysis of the several sources of SV (§3.1), core flow fluctuations
around the gyre (§3.2), flow acceleration patterns (§3.3), and a focus on length-of-day variations and zonal motions (§3.4). Finally we propose in §4 some perspectives around this work.
2 Method
By construction, a stochastic model such as the one presented in BGA17 does not deter- ministically predict the SV trajectory. It instead proposes the evolution of a probability density function (PDF) for the core surface state, and by consequence for the SV. How- ever, this PDF is centered on an average, which relaxes during any forecast period towards the stochastic model expectation. In BGA17, only decorrelated dynamo snapshots were available [decadal changes are not realistically modelled in the Coupled-Earth simulation by Aubert et al., 2013]. Therefore, a somewhat ad hoc restoring time scale was consid- ered (the same for all flow components, for the sake of simplicity). As a consequence, the SV PDF was relaxing too fast towards the average flow (chosen to be the average of the dynamo run). We try here to avoid this drawback by allowing both short and long restor- ing time-scales depending on the spatial structure. It is made possible thanks to the rapid dynamics available with Mid-Path (see §2.1–2.2).
We use for any vectors x and y the following notations: the time average is x
0= E (x), the perturbation to the average is x
0= x − x
0, and the cross-covariance matrix P
xy= E x
0y
0T– with x
Tthe transpose of x. We also consider for any vector x the auto-correlation matrix C
xx= diag(P
xx)
−1/2P
xxdiag(P
xx)
−1/2, with diag(P
xx) the di- agonal matrix whose diagonal elements are identical to those of P
xx. Finally, we note P
∗xyempirical cross-covariances obtained from any Mid-Path geodynamo series x
∗(t) and y
∗(t).
2.1 Contributions to the large-scale SV from numerical simulations
We consider the radial induction equation at the core–mantle boundary (CMB),
∂B
r∂t = −∇
h· (u
hB
r) + η∇
2B
r. (1) We use here the spherical coordinates (r, θ, φ). B
ris the radial component of the magnetic field, u
hthe horizontal core motion, and η the magnetic diffusivity [e.g. Holme, 2015].
Since we have only access to the largest length-scales, we re-write equation (1) as
∂B
r∂t = −∇
h· u
hB
r+ s
r+ η∇
2B
r, (2) where overlines account for the projection onto large length-scales, and the term s
r=
−∇
h· (u
hB
r) + ∇
h· u
hB
rstands for the nonlinear e.m.f. involving small-length- scale (subgrid) terms, projected onto large length-scales. We combine the latter two terms on the r.h.s. of (2) to construct errors of representativeness e
r= s
r+ η∇
2B
r. We store in vectors b, u, s, e, d and f Schmidt semi-normalised spherical harmonic coefficients for respectively B
r, u
h, s
r, e
r, the diffusion term and the e.m.f. involving large length-scale fields only. In matrix form, equation (2) then becomes
b ˙ = A(b)u + s + d = f + e , (3)
with e = s + d. Matrix A accounts for the Gaunt-Elsasser integrals [e.g. Whaler, 1986].
These are calculated using products of the magnetic field and the flow in the spatial do- main, then back-projected onto the spherical harmonics basis [see Lloyd and Gubbins, 1990]. The several projections onto large length-scales are performed by truncation of the magnetic field, secular variation and flow vectors in the spectral domain. From now on, large length-scales MF and SV fields are truncated at spherical harmonic degree n
b= 13, while the core flow model is limited to degree n
u= 18. The corresponding vectors thus contain respectively N
b= n
b(n
b+ 2) and N
u= 2n
u(n
u+ 2) parameters. The choice for n
ucorresponds to a trade-off, as n
ucontrols how much of the SV enters errors of represen- tativeness. Having it too large (resp. low) means being over-optimistic (resp. pessimistic) on our hability to recover surface core flows. We want here n
uto at least encompass re- solved core motions (which shortest wave-lengths correspond to n ≈ 10 to 12 in studies by BGA17 and GJF15, under respectively dynamo norm and QG spatial constraints), while avoiding aliasing issues that would show up with too low values.
We define the spatial spectrum for the kinetic energy at the CMB, E
K(n) =
n
X
m=−n
h
T
nm2+ S
nm2i
, with (T
nm, S
nm) =
r n(n + 1)
2n + 1 (t
mn, s
mn) (4) and (t
mn, s
mn) the Schmidt semi-normalised surface toroidal and poloidal core flow coeffi- cients respectively [Holme, 2015]. (T
nm, S
nm) are stored in a vector v = Nu, of size N
u, with N a diagonal normalization matrix filled according to equation (4). We define the SV Lowes spectrum at the core surface (of radius c = 3485 km),
R(n) = (n + 1) a c
2n+4 nX
m=0
dg
nmdt
2+
dh
mndt
2, (5)
where (g
mn, h
mn) are Schmidt semi-normalised Gauss coefficients at the Earth’s surface (of reference radius a = 6371.2 km). We note R
f(n), R
e(n), R
d(n) and R
s(n) the Lowes spectra for the fields stored in vectors respectively f, e, d and s, from which we define the ratios
ξ
f(n) = R
f(n)/R(n) , ξ
e(n) = R
e(n)/R(n) , ξ
d(n) = R
d(n)/R(n) , ξ
s(n) = R
s(n)/R(n) , (6) representing the SV power spectra of advection, errors of representativeness, diffusion and subgrid processes, normalized to that of the total SV. We show in Figure 1 ξ
e, ξ
d, ξ
sand ξ
ffor the Mid-Path simulation, for which e
ris calculated as the difference between the total SV (estimated from equation (1), where B
rand u
hare considered up to n = 133) and the e.m.f. involving large length-scale fields only. We recall that the Mid-Path dynamo (sampled every 0.2 yrs over 20,200 yrs) uses a stress-free condition at the outer boundary, so that all terms can be evaluated at the CMB [unlike with a no-slip condition where the SV contributions should be evaluated below the Ekman layer, e.g. Rau et al., 2000]. Figure 1 indicates that the relative contribution from f is almost insensitive to n, with ξ
f≈ 60%.
e
rappears as a major source of SV, with ξ
eup to ≈ 40 to 60% of the total SV energy
depending on the degree (a magnitude only slightly weaker than that of the SV generated
by large scale fields). This estimate of the SV from e
ris slightly larger than the previous
estimates by e.g. Pais and Jault [2008] or Gillet et al. [2015a], the latter from now on
referred to as GJF15. In the construction of e
r, subgrid processes dominate over diffusion,
with for the non-dipole SV ξ
d' 8% for all length-scales, and ξ
sgradually increasing
from about 25 to 45% for degrees 2 to 13. The two contributions peak for the dipole, with
Figure 1: Fractions ξ e (cyan), ξ d (green), ξ s (blue) and ξ f (magenta) as defined in equation (6), for the Mid-Path dynamo. Lowes spectra have been averaged over time. Note that ξ e + ξ f can be larger than 1, because these two sources of SV may partly cancel each other. Thin lines (for e 0 , d 0 and s 0 ) correspond to the same quantities, but for the time-averaged fields.
ξ
d(1) ' 20% and ξ
s(1) ' 45%, that partly cancel out each other as ξ
d(1) + ξ
s(1) > ξ
e(1).
It is worth noticing that time average contributions from diffusion, significantly non-zero for the dipole only, is almost entirely cancelled out by subgrid processes (compare the fractions for e
0and d
0in Figure 1).
Even small, the contribution from diffusion is much larger than what could be expected from estimates of the magnetic Reynolds number R
m= U L/η (ratio of diffusive to ad- vective time-scales, resp. L
2/η and L/U, based on the large scale flow magnitude U and an integral length-scale L), of the order of 1000 in both the Earth’s core and the Mid-Path dynamo. This is most likely due to the presence of a magnetic boundary layer below the CMB, whose thickness L
ηL enhances the role of diffusion, resulting in an effective Reynolds number R
∗m= U L
2η/(ηL) ≈ 10 (from Figure 1), so that L
η≈ L/10 [e.g.
Amit and Christensen, 2008, Finlay and Amit, 2011]. Such an argument is pushed to an extreme end by Metman et al. [2019], who manage to fit SV changes over the past century with only diffusion modes, advocating against a too crude application of the frozen-flux hypothesis (η = 0) often considered in the reconstruction of the core surface flow. In con- trast, our above analysis of the Mid-Path dynamo gives a relatively minor role to diffusion, in comparison with subgrid processes, first put forward by Eymin and Hulot [2005] and popularized after Pais and Jault [2008].
We show in Figures 2a, b two examples of SV Gauss coefficient series, and the respec-
tive contributions from f and e, for the Mid-Path dynamo. We recover, in series of dg
mn/dt
sampled at decadal periods, abrupt changes in both sources of SV on the r.h.s. of equation
(3). The SV correlation time for e (Figure 2e, see legend for its definition) is significantly
shorter than that for f , as already suggested by GJF15. It decreases from about 40 to 15
yrs from harmonic degree 1 to 13 (larger at low degrees than estimated by GJF15). The
SV correlation time for f spans centennial to decadal periods from low to high degrees.
As a consequence, a major part of the slow (centennial and longer) SV is carried by the induction from large length-scale fields. For degrees 2 ≤ n ≤ 10, significantly longer correlation times are found for coefficients of order m = n − 1, and to a lesser extent also for other equatorially anti-symmetric coefficients of order m = n − 3, etc. We recover this signature in the correlation time for the total SV, a result reminiscent of the findings by Amit et al. [2018]. They argue that such a feature cannot be explained by the interaction of the long-lived equatorially symmetric westward gyre [Pais and Jault, 2008] with the equatorially anti-symmetric dipole field: in simulations, because of field-flow alignement at mid- to high latitudes (see §3.2), this contribution to the SV is much smaller than what their respective amplitude could suggest. Following Amit et al. [2018], a lower alignement at low latitudes would favor stronger equatorially symmetric SV [Finlay and Amit, 2011], and consequently longer time-scales for the anti-symmetric SV.
Interestingly, the temporal spectrum of SV series for the axial dipole (see Figure 2c) indicates a power at decadal to centennial periods significantly larger for e than for f (see also Figure 2a). This is not in contradiction with Figure 1 since the SV energy is dominated by long periods (SV spectra are red), where the relative roles of both SV sources are more ballanced. The Gauss coefficients SV power spectra deflect from a spectral index p ' 2 (corresponding to p ' 4 for the MF) at periods shorter than 20 yrs. Towards high frequencies, the simulation data features a steeper spectral decay than that suggested by ground-based observations. From observatories series indeed, p ' 2 is recovered down to about ≈ 1 yr periods [Lesur et al., 2018]. We conclude that computations, even as extreme as Mid-Path, do not capture interannual field changes, because rapid and turbulent MHD processes are not fully rendered. The use of hyperdiffusivity in Mid-Path alters nonlinear interactions. However, Aubert [2018] observes that the range of frequencies over which the scaled simulations replicate the observed geophysical spectrum increases both with and without hyperdiffusivity. We presume that the limited forcings accessible numerically (dimensionless numbers are still away from Earth-like values) are the main limitation to the recovery of interannual SV variations. We detail in the next section §2.2 our approach to complement the SV power spectrum towards short periods.
2.2 Derivation of the forward stochastic model from geodynamo sim- ulations
We consider a reduced rank basis for the flow vector. We apply a principal component analysis (PCA) on the matrix P
∗vvobtained from the Mid-path model, which eigen vectors are sorted by decreasing variance. With our definition of v (see equation 4), the variance is equivalent to a core surface kinetic energy. The motivation for working in a sub-space for the flow is two-folded:
(i) the length of the available geodynamo series (about 20,000 yrs) and the value for the overturn time [about 125 yrs in Mid-Path, see Aubert, 2018] result in ≈ 160 independent snapshots, while the flow vector v, for a truncation at n
u= 18, is made of N
u= 720 coefficients;
(ii) the symmetry imposed by the fast rotation reduces by a factor about 4 the number of independent parameters [see Appendix D in Gillet et al., 2011].
We thus consider, conservatively, N
v˜= 200 principal components (PC), which account
for up to ≈ 96% of the core surface kinetic energy. As we see no such physical motivation
and numerical need for considering a subspace for e, we describe its evolution with the
original spherical harmonic basis functions.
Figure 2: Gauss coefficients SV time series for respectively dg 1 0 /dt (a) and dg 3 2 /dt (b) for the Mid-Path dynamo, with the associated PSD (c and d). In black the total SV, with isolated contributions from f (magenta) and e (cyan). The dotted line corresponds to a spectral index p = 2. The PSD is performed with a multi-taper analysis, using 10 tapers over the whole time-span of Mid-Path, imposing a Han- ning window on each taper after removing the end-to-end line. e) SV correlation times for series from the Mid-Path dynamo as a function of (n, m) and estimated (assuming a Laplacian time-correlation) as τ c (n, m) = −∆t/ log (ρ m n (∆t)) with ρ m n (∆t) the cross-correlation for the series dg n m /dt(t) at lag ∆t = 20 yr. In black for the total SV, and for isolated contributions f (mangenta) and e (cyan). Spher- ical harmonic components on the x-axis are lexicographically ordered as follows:
(n, m) = (1, 0), (1, −1), (2, 0), (2, 1), (2, −1), (2, 2), (2, −2), (3, 0)... with posi-
tive (negative) m corresponding to g n m (h m n ).
The vector v containing spherical harmonic coefficients is related to the vector v ˜ (of size N
v˜< N
u) that describes the flow in the PC reduced basis (constructed with the first N
˜veigen vectors of P
∗vv), through
v = v
0+ S
vv ˜ , (7)
with E(˜ v) = 0 and v
0the geodynamo time average flow vector. The operator S
v, of size N
u×N
v˜, is built from eigen vectors of P
∗vv[details about the projection onto the PC can be found in e.g. Pais et al., 2015]. We concatenate v ˜ with e to constitute the augmented state vector z
T=
˜ v
Te
T. We note that entries of the cross-covariance matrix P
∗ve˜, which fills the two off-diagonal blocks of the matrix P
∗zz, are very weak. For the sake of simplicity, we thus treat v ˜ and e as independent vectors.
Following Gillet et al. [2015b] and BGA17, we model the behaviour of the state vector z(t) with a multi-variate AR-1 process, of the form
d˜ v + D
˜vvdt ˜ = dζ
v˜de
0+ D
e˜ e
0dt = dζ
e, (8)
where ζ
˜v,eare Wiener (or Brownian motion) processes. The choice for this family of models is motivated by the loss of power towards short periods seen in Figure 2 for both e and f (and consequently for u that governs the spectrum of f ). By definition AR-1 equations will generate a spectral index p = 2 for the SV PSD at high frequencies, as suggested by observatory time series [Lesur et al., 2018].
Compared with BGA17, we generalize here to the case where the drift matrices D
v,e, corresponding to a ‘restoring force’ in equation (8), are possibly dense instead of diago- nal. Discretizing equations (8) with an Euler-Maruyama scheme, we obtain for finite time increments ∆t separating two epochs t
iand t
i+1,
v ˜
i+1= (I
v˜− ∆tD
v˜) ˜ v
i+ √
∆tr
v i˜e
0i+1= (I
b− ∆tD
e) e
0i+ √
∆tr
ei, (9)
where I
b(resp. I
˜v) is the identity matrix of rank N
b(resp. N
˜v). We compute the zero mean normal random vectors r
eiand r
˜v i(of sizes respectively N
band N
v˜) as r
ei= L
ew
eiand r
v i˜= L
˜vw
v i˜where w
eiand w
v i˜are centered, unit variance normal random vectors.
As such, their cross-covariance matrices are P
rr e= E r
er
eT= L
eL
Teand P
rrv˜= E r
v˜r
v˜T= L
˜vL
T˜v. In other words, L
v,e˜are the Choleski decomposition of P
rrv,e˜. Our goal is to generate discrete stochastic processes u(t) and e(t), with spatial and temporal covariance matrices matching those of the geodynamo time series u
∗(t) and e
∗(t). To achieve this, we need to determine D
v˜, P
rrv˜, D
eand P
rr efrom covariance ma- trices established upon the geodynamo series. The general context of the derivation may be found in Neumaier and Schneider [2001]. For each AR-1 process of equation (9), we need two linear constraints to estimate two matrices. These constraints are obtained from (i) the auto-covariance matrix of the dynamo processes, and (ii) the time cross-covariances of the same process estimated for a given lag (noted ∆t
∗below).
On top of P
∗v˜˜v, we define several empirical cross-covariance matrices (in the PC basis) characteristic of the geodynamo free run sampled every ∆t
∗,
P
∗v˜˜v+= E v ˜
∗(t)˜ v
∗(t + ∆t
∗)
Tand P
∗∆˜v∆˜v= E ∆˜ v
∗∆˜ v
∗T, (10)
with the increment between two successive time-steps ∆˜ v
∗(t) = ˜ v
∗(t + ∆t
∗) − v ˜
∗(t) – of zero average since the process v ˜
∗is considered as stationary. We similarly define, for the process v ˜ sampled by equation (9) every ∆t 6= ∆t
∗, the matrices
P
v˜˜v+= E v ˜
i˜ v
Ti+1, P
v∆˜˜ v= E v ˜
i∆˜ v
Tiand P
∆˜v∆˜v= E ∆˜ v
i∆˜ v
Ti, (11)
with ∆˜ v
i= ˜ v
i+1− v ˜
i. Estimating E v ˜
iv ˜
Ti+1from equation (9) we first get, since E v ˜
ir
Ti= 0,
P
v˜˜v+= P
v˜˜vI
v˜− ∆tD
Tv˜⇒ D
˜v= I
˜v− P
v˜˜v−1P
v˜˜v+T∆t , (12)
while from E ∆˜ v
i∆˜ v
Tiwe derive P
rrv˜= P
∆˜v∆˜v∆t − ∆tD
v˜P
v˜˜vD
Tv˜. (13) Then by choosing for equations in (9)
D
∗˜v= I
˜v− P
∗v˜˜v−1P
∗v˜˜v+ T∆t
∗P
∗rr˜v= P
∗∆˜v∆˜v∆t
∗− ∆t
∗D
∗˜vP
∗v˜˜vD
∗T˜v, (14)
and with equivalent expressions for D
∗eand P
∗rr e, we design with the system (9) a pro- cess that in principle resembles the considered geodynamo series – provided ∆t ∆t
∗. Equations of the system (14) may be recovered in section §3.1 of Neumaier and Schneider [2001]. The projection back to the spherical harmonic coefficients basis is performed us- ing equation (7). It is worth pointing out that the statistics obtained from the geodynamo depend on the considered sampling period ∆t
∗. This period should be neither too small (to avoid the integrated stochastic system being imprinted by possibly non-geophysical dy- namics in the geodynamo at short periods, see Figures 2c, d), nor too long to avoid losing the decadal dynamics of interest in the simulation.
We show in Figure 3 the eigenvalues of matrices D
∗v,e˜, decomposed as λ
v,e˜= λ
rv,e˜+ iλ
i˜v,e. These are composed of pairs of complex conjugates. Their associated decay times 1/λ
rv,e˜indicate that unmodelled sources act on a much shorter time-scale than some of the flow constituents: while e
ris mainly responsible for decadal SV changes, part of the memory on the core surface flow indeed holds over millenial time-scale. This could al- ready be suspected from Figure 2e, where the correlation time is shorter for e than for f , consistent with the westward gyre persistence over more than a century [Aubert, 2014, Pais et al., 2015, Baerenzung et al., 2018]. We also notice long pulsations associated with these modes, with a (general but non systematic) trend for the longest periods to be asso- ciated with long decay times. Slightly shorter decay times are found while increasing the sampling period ∆t
∗of geodynamo series.
To assess how much our stochastic model fulfills our goal stated above, we compare in
Figure 4 the temporal spectra of individual core flow Gauss coefficients for the stochastic
model series and the geodynamo series (see Appendix A for a comparison of spatial cross-
correlations and spatial spectra). Our stochastic model replicates the geodynamo spectrum
over centennial and longer periods, even showing comparable oscillations on millenial
time-scales (see for instance the PSD for s
1,s2and t
1,c2). The crucial point is that at short
periods the model extends the frequency range where p = 2 in the core flow spectrum down
to the Nyquist period 2∆t. Despite a small loss of core flow magnitude (see Appendix
A) and slightly attenuated decadal variations (see Figure 4), we therefore conclude that
our model fulfills our initial requirements, i.e. reproducing the geodynamo spatial and
temporal changes on decadal and longer periods, and replicating down to short periods the
spectral index indicated by geophysical records.
Figure 3: 1/λ i v,e ˜ (inverse of the angular frequency) as a function of 1/λ r ˜ v,e (decay
time) for eigen-vectors of matrices D v ˜ (black diamonds) and D e (cyan stars) in
the cases ∆t ∗ = 5 yrs (top) and ∆t ∗ = 20 yrs (bottom). Only eigen-values with
positive imaginary parts are shown.
Figure 4: PSD of spherical harmonic flow coefficients for the Mid-Path dynamo (cyan) and an integration of the stochastic model over 20,000 yrs (black), with
∆t = 0.2 yr and ∆t ∗ = 5 yr. The dotted line corresponds to a spectral index p = 2.
From top to bottom: t 0 1 , s 1,s 2 , t 1,c 2 , s 2,c 2 , t 0 3 , t 2,s 3 , vertically shifted by multiples of 3
decades for clarity.
2.3 A stochastic geomagnetic assimilation algorithm
As in BGA17, we consider an augmented state Kalman filter tool to re-analyse geomag- netic MF and SV observations. It is composed of a succession of forecast and analysis steps. Between two analysis epochs, the trajectory of an ensemble of N
e= 50 realiza- tions of the forecast state n
z
fk, b
fko
k=1...Ne
is integrated using the discretised version of equation (3) together with the system (9), where matrices D
v,e˜and L
v,e˜are defined from (14).
Analyses are performed every ∆t
a, using noisy observations n
b
ok(t), b ˙
ok(t) o
k=1...Ne
of the MF and its SV. MF (resp. SV) data are noised by adding a Gaussian perturbation whose statistics are described by the covariance matrix R
bb(resp. R
b˙b˙) for observation errors on MF (resp. SV) Gauss coefficients. Following Aubert [2014], each analysis is performed in two steps. First we deduce the analysed MF from MF data:
∀k ∈ [1, N
e], b
ak(t
a) = b
fk(t
a) + P
fbbh
P
fbb+ R
bbi
−1b
ok(t
a) − b
fk(t
a)
. (15) The MF forecast covariance matrix P
fbbis chosen conservatively equal to P
∗bband kept constant over all analysis steps. As the MF Gauss coefficients are tightly constrained by observations, the result of the inversion barely changes whether P
fbbis updated at each analysis step or kept constant (see BGA17). At each analysis epoch t
a, the analysed mag- netic field b
ak(t
a) obtained from (15) is therefore an optimal interpolation of the forecast magnetic field b
fk(t
a) and the observation b
ok(t
a), taking into account the covariance prop- erties of these two quantities. Next the analysis of SV data gives access to the augmented state z = [˜ v
Te
T]
T:
∀k ∈ [1, N
e], z
ak(t
a) = z
fk(t
a) + P
fzzH
TkH
kP
fzzH
Tk+ R
b˙b˙ −1δ b ˙
ok(t
a) − H
kz
fk(t
a) (16) with, according to equations (3), (4) and (7),
H
k=
A(b
ak)N
−1S
vI
b, and δ b ˙
ok(t
a) = ˙ b
ok(t
a) − A(b
ak)N
−1v
0. (17) At each analysis epoch t
a, the analysed augmented state z
ak(t
a), comprising the reduced flow and error vectors, results from an update of the forecast z
fk(t
a) through a classical Bayesian linear estimation that encapsulates the resolution of the core flow inversion prob- lem encoded in H
k. Only the two diagonal blocks (P
fv˜˜vand P
fee) of the forecast covariance matrix P
fzzare non-zero – uncertainties on analysed vectors e and v ˜ are supposed indepen- dent, an assumption empirically checked.
Provided ∆t
ais much smaller than the typical decay times 1/λ
rv˜of matrix D
v˜(which is the case in practice, see figure 3), we may approximate from equation (9), for any analysis epoch t
a= t
i(corresponding to the i
thforecast step),
˜
v
f(t
a+ ∆t
a) ' v ˜
a(t
a) + √
∆t
K
X
k=1